History and Symposium Proceedings
2004 Hong Kong
1995-2000 Proceedings of the Futures Research Symposium / Proceedings of the Spring Research Seminar
2000 Spring, APFRS, Hong Kong, February 2000
1999 Summer, Chicago, May 1999
1998 Fall, Chicago, May 1998
1997 Winter, EFRS, London, England, September 1997
1997 Summer, APFRS, Hong Kong, February 1997
1996 Winter, Chicago, May 1996
1996 Spring, Chicago, May 1995
1995 Winter, APFRS, Hong Kong, March 1995
1995 Fall, Chicago, December 1994
1995 Spring, Chicago, May 1994
1988, Review of Futures Markets
1950-1958 Proceedings of the Annual Symposium: Commodity Markets and the Public Interest
1958 (September 3-5)
1957 (September 4-6)
Kin Lam, Chor-Yiu Sin, and Rico Leung
A Theoretical
Framework to Evaluate Different Margin-Setting methodologies
Siu Pang Au-Yeung and Gerard Gannon
Regulartory
Change and Structural Effects In HSIF and HIS Volatility
Carolyn Chang and Jack S.K.Chang
Optimum
Futures Hedge in the Presence of Clustered Supply and Demand Shocks, Stochastic
Basis, and Firm’s Costs of Hedging
Paul Draper and Joseph K.W.Fung
Discretionary
Government Intervention and the Mispricing of Index Futures
Raymond W. So and Yiuman Tse
Price
Discovery in the Hang Seng Index Markets: Index, Futures, and the Tracker Fund
Aysegul Ates and George H.K.Wang
Competition,
Fragmentation, and Complementarity: The Case of Equity Index Futures versus
E-mini Equity Index Futures
Vicentiu Covrig, David K. Ding and Buen Sin Low
Price
Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures
Les Gulko
Empirical Tests of the Beta Model for Bond Option Pricing
Haynes H.M.Yung and Hua Zhang
An
Empirical Investigation of the GARCH Option Pricing Model: Hedging Performance
Rob Brown and Victor Fang
Estimating
Swap Rates from Bank Bill Futures Prices: The Theory and the Practice
Carl Chiarela and Thuy-Duong To
The
Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
Ralf Hermann and Alexander Narr
Neural Networks and the Valuation of Derivatives - Some
Insights into the Implied Pricing Mechanism of German Stock Index Options
• Commentary
Leticia Veruete and Steward Hodges
Modelling Commodity Futures Spreads: an Empirical Study
• Commentary
Gordon Gemmill and Naoki Kamiyama
International Transmission of Option Volatility and
Skewness: When you're smiling, does the whole world smile?
• Commentary
Christopher L. Gilbert
Manipulation of Metals Futures: Lessons from Sumitomo
• Commentary
Alexander Kempf and Alaf Korn
Market Depth and Order Size
• Commentary
Monique W.M. Donders and Ton C.F. Vorst
Trading Volume, Open Interest and Liquidity in Stock Options
Around Earnings Announcements
• Commentary
Rita L. D'Ecclesia and Rosella Castellano
Information Flows and Bid-Ask Spread for the BTP Futures
• Commentary
Garry Twite and Justin Wood
The Pricing of Australian Imputation Tax Credits: Evidence
from Individual Share Futures Contracts
• Commentary
Pin-Huang Chou, Jie-Haun Lee, and Gand Shyy
A Microstructure Investigation of Barings Crisis:
Information Trading and Market Mechanisms
• Commentary
Winnie P.H. Poon and Michael Firth
The Signaling Effect of the Trade Suspension of the Treasury
Bond Futures Market in China
• Commentary
Edward H. Chow and Pu Liu
The Creation of Treasury Bond Margin contract in a Market
Absent of Futures -- on the Financial Engineering of Taiwan's OTC Bond Trading
• Commentary
Steven A. Dennis, Ah Boon Sim, and David C. Thurston
Share Price Volatility with the Introduction of Individual
Share Futures on the Sydney Futures Exchange
Commentary
Gordon Y.N. Tang
Are Stock Index Futures More Volatile Than Cash Index? An
Interday and Intrady Analysis from an Emerging Market
• Commentary
A.D. Hall, P.Kofman, and A. Siouclis
Limits to Linear Price Behaviour: Target Zones for
Agricultural Futures
• Commentary
Clarence W. Elmer
Speculation and Speculators
Richard Williams
How A Soybean Processor Makes Use Of Futures Markets
Frank A. Theis
Commodity Markets And Grain Warehousemen
Franklin J. Lunding
A Revolution In Food Distribution
W.C.Schilthuis
The Outlook And Current Procedures For Handling USA Grain Exports
Earl M. Hughes
The Commodity Credit Corporation--Symbol Of Big Government
John E. Brennan
Closing Session
Allen B. Richards
Factors Affecting The Quantity Of Corn Placed Under Loan
William A. Goodale
An Evaluation Of Chart Systems
Schuyler F. Otteson, Chairman
Forward
Schuyler F. Otteson, Chairman
Opening Session
Paul E. Berry
The Speculator And The Commodity Futures Market
Dwayne Andreas
Commodity Markets And The Processor
John H. Mac Millan, Jr.
Grain Futures Trading Steps Necessary For Its Successful Continuation
Robert E. Wilson
Petroleum and Agruculture
Richard F. Uhlmann, President
Uhlmann Awards
Robert C. Liebenow
Symposium Tour
Stanley N. Jones
Canadian Grain Marketing Practices and Procedures
L. L. Waters
Possible Effects of the St. Lawrence Seaway on U.S Grain Marketing Channels
Paul W. Joslyn
Closing Session
John A. Schnittker
Wheat Adjustment
Hachiro Mayewaki
Analysis of European Markets for Our Surplus Wheat
Dale E. Butz
Opening Session
Robert L. Raclin
The Role of the Speculator in the Grain Futures Market
M. D. Guild The Use Made of Commodity Markets by Terminal Elevators
Atherton Bean
The Miller and the Commodity Market
Fred G. Gurley
Railroads and Grain Markets in a Free Economy
Richard Fred Uhlmann
Presentation of Uhlmann Awards
Marvin L. McLain
The Effects of Government Farm Price Support Programs on Commodity Marketing
Holbrook Working
Price Effects of Scalping and Day Trading
Julius Mayer
Closing Symposium Session
Robert C. Liebenow
Acknowledgments
Allen B. Richards
The Factors Affecting the Demand for High Protein Hard Red Spring Wheat
Jack Kopeyka
Factors to be Considered in Locating Planning and Operating
a Country Grain Elevator in the Continental United States
Sylvester J. Meyers
The President Welcomes Symposium Guests in the Directors Room
Symposium Participants View Opening Of A Trading Session From The Fifth Floor Visitor's Gallery
Fred W. Lake
The Miller's Use of the Commodity Exchange
J. M. Mehl
The Development And Operation of the Commodity Exchange Act
L. J. Norton
The Farmer and The Commodity Markets
A. L. Larson
Questions & Answers Discussion
James A. McCain
The Economy: Retrospect and Prospect
G. A. Kublin
Terminal Elevator Operations
S. E. Cramer
Trading in Fats And Oils
K. S. Hart
Local Grain Organizations As Related To Commodity Exchanges
Dale E. Butz
Questions & Answers Discussion
Vice President John R. Murray, Chairman
Closing Session
Robert C. Liebenow
Explains Objectives of Uhlmann Awards Essay Contest
Richard F. Uhlmann
Announcement of Contest Winners
Clarence E. Prentice
The Grain Sanitation Program - A Manuscript Entered in the
Uhlmann Award Contest, Group B, of the CBOT, 1953
Don Bostwick
A Comparison of Grain Storage Policy in Eight Historical Societies
President, Carl E. Bostrom
Welcome Message
Symposium Tour Highlights as Seen by a Visitor and Edited by the Educational Advisory Committee
Ellis D. English
The Use of the Commodity Exchange by Millers
Wilbert E. Huge
The Use of the Commodity Exchange by the Fats and Oils Industry
Lawrence J. Ryan
The Role of the Speculator
Chariman: Adlowe L. Larson
Questions & Answers Discussion
J.O.McClintock
Commenting on Uhlmann Awards Essay Contest
Richard F. Uhlmann, to Albert I. Gleason
Presentation of First Prize Awards to 1952 Winners
Frederick L. Hovde
Industry and Education Working Together for a Better America
Charles Dana Bennett
The Commodity Exchange and the Farmer
C.R.Martin
The Commodity Exchange and the Consumer
Virgil A. Wiese
Use of Commodity Exchanges by Local Grain Marketing Organizations
Chairman: Dale E. Butz
Questions & Answers Discussion
President: Carl E. Bostrom
Closing Message of the Fifth Symposium
Symposium Tour Highlights As Seen By A Visitor
Everette B. Harris
The Organization Of The Grain Exchange
Richard F. Uhlmann
The Services Rendered By A Grain Exchange
James S. Schonberg
Futures Trading And The EconomicFactors Influencing Prices
Edward J. Kazmarek
Cash Grain Marketing
Allan Q. Moore
Hedging by a Wheat Flour Miller
Orrin S. Dowse
Terminal Elevator Operations
Moderator: Jo. O. McClintock
Panel Discussion: The Element of a Futures Contract
Questions & Answers Discussion
Moderator: S. J. Meyers
Panel Discussion: Effects of The Agricultural Adjustment Act
on the Commercial Grain Trade
Chairman: Wendell R. Smith
Questions & Answers Discussion
The President, Carl E. Bostrom
Closing Message of the Third Symposium